Dynamic asset pricing models with nonparametric expectations

Woehrmann P (2002)
Marburg: Tectum-Verl.

Dissertation | Englisch

Download

Es wurden keine Dateien hochgeladen. Nur Publikationsnachweis!

Autor*in

Woehrmann, Peter

Einrichtung

Erscheinungsjahr

2002

Seite(n)

103

ISBN

3-8288-8374-5

Page URI

https://pub.uni-bielefeld.de/record/2434622

Zitieren

Woehrmann P. Dynamic asset pricing models with nonparametric expectations. Marburg: Tectum-Verl.; 2002.

Woehrmann, P. (2002). Dynamic asset pricing models with nonparametric expectations. Marburg: Tectum-Verl.

Woehrmann, Peter. 2002. Dynamic asset pricing models with nonparametric expectations. Marburg: Tectum-Verl.

Woehrmann, P. (2002). Dynamic asset pricing models with nonparametric expectations. Marburg: Tectum-Verl.

Woehrmann, P., 2002. Dynamic asset pricing models with nonparametric expectations, Marburg: Tectum-Verl.

P. Woehrmann, Dynamic asset pricing models with nonparametric expectations, Marburg: Tectum-Verl., 2002.

Woehrmann, P.: Dynamic asset pricing models with nonparametric expectations. Tectum-Verl., Marburg (2002).

Woehrmann, Peter. Dynamic asset pricing models with nonparametric expectations. Marburg: Tectum-Verl., 2002.

Export

Suchen in